Math512 PDE Homework 4

October 20, 2009

( Exercise 3.2.2 Find the solution of initial value problem:

utt = uxx + uyy + uzz
u(x, y, z, 0) = x2 + y 2 , ut (x, y, z, 0) = 0
(a) by using (37); (b)By using (39).

Proof. (a) The initial value inthis case is g(x) = x2 + y 2 and h(x) = 0.
ξ1 = r cos φ sin θ

Use the spherical coordinate, ξ2 = r sin φ sin θ r ∈ [0, 1]; θ ∈ [0, π]; φ ∈ [0, 2π]

ξ3 = r cos θ

As we can see, c = 1, and along |ξ| = 1, dSξ = sin θ dθdφ
By using (37), we have that
 Z 
1 ∂ 2 2
u(x, t) = t [(x + tξ1 ) + (y + tξ2 ) ] sin θ dθdφ
4π ∂t |ξ|=1
 Z π Z 2π 
1 ∂ 2 2 2 2 2
= t [x + y + 2xtξ1 + 2ytξ2 + t (ξ1 + ξ2 )] sin θ dθdφ
4π ∂t 0 0
 Z π Z 2π 
1 ∂ 2 2 2 2
= t [x + y + t sin θ] sin θ dθdφ
4π ∂t 0 0
 Z π Z π 
1 ∂ 2 2 3 3
= t (x + y )2π sin θdθ + t 2π sin θdθ
4π ∂t 0 0
 
1 ∂ 2 2 3 8π
= t(x + y )4π + t
4π ∂t 3
2 2 2
= x + y + 2t .

The integrals of the middle terms vanish, because of symmetry.

(b) By using (39), we use the polar coordinates, we have

 Z 
1 ∂ 1 2 2
u(x, t) = 2t √ [(x + tξ1 ) + (y + tξ2 ) ]r drdθ
4π ∂t |ξ|≤1 1 − r2
 Z 1 2 Z 1
(x + y 2 )r t2 r3

2π ∂
= 2t √ dr + 2t √ dr
4π ∂t 0 1 − r2 0 1 − r2
= x2 + y 2 + 2t2 .

1
The calulation steps are similar to (a).

Exercise 3.2.7
(a) Verify that if Vx (r, t) is given by (40), then it satisfies (32).
(b) Derive (42) from (35) and (41); note cn = 1 · 3...(n − 2).

∂ 2
1 ∂ k−1 2k−1
Proof. (a) Firstly, we prove by induction that ∂r 2 ( r ∂r ) (r φ(r)) = ( 1r ∂r
∂ k 2k ∂
) (r ∂r φ(r))
for any C k+1 function φ(r).
Induction
Basic step k = 1, RHS = (r−1 ∂r )(r2 ∂r φ) = 2φ0 + rφ00 = ∂r2 (rφ) = LHS.
Assume that the equation holds for k, ∂r2 (r−1 ∂r )k−1 (r2k−1 φ(r)) = (r−1 ∂r )k (r2k ∂r φ(r)). We
prove for k + 1, i.e. ∂r2 (r−1 ∂r )k (r2k+1 φ(r)) = (r−1 ∂r )k+1 (r2k+2 ∂r φ(r)).

LHS = ∂r2 (r−1 ∂r )k−1 (r−1 ∂r )(r2k+1 φ(r))

= ∂r2 (r−1 ∂r )k−1 (2k + 1)r2k−1 φ + r2k ∂r φ


by the inductive hypothesis
−1 k 2k
∂r2 (r−1 ∂r )k−1 2k


= (2k + 1)(r ∂r ) (r ∂r φ(r)) + r ∂r φ

while

RHS = (r−1 ∂r )k (r−1 ∂r )(r2k+2 ∂r φ)

= (2k + 2)(r−1 ∂r )k (r2k ∂r φ(r)) + (r−1 ∂r )k (r2k+1 ∂r2 φ)

By hypothesis, we have that ∂r2 (r−1 ∂r )k−1 r2k−1 (r∂r φ) = (r−1
∂r )k (r2k ∂r (r∂r φ)), which is

(r−1 ∂r )k (r2k ∂r φ(r)) + (r−1 ∂r )k (r2k+1 ∂r2 φ) = ∂r2 (r−1 ∂r )k−1 r2k ∂r φ , then LHS = RHS.

Secondly, replace φ(r) above by Mu (x, r, t). Thus the right hand side of (32)

∂2 x ∂ 2 1 ∂ k−1 2k−1
V (r, t) = ( ) (r Mu (r, t))
∂t2 ∂t2 r ∂r
1 ∂ k−1 2k−1 ∂ 2
= ( ) (r Mu (r, t))
r ∂r ∂t2
1 ∂ k−1 2k−1 2 ∂ 2 n−1 ∂
= ( ) (r c( 2+ )Mu (x, r, t)) by (28)
r ∂r ∂r r ∂r
1 ∂ k 2k ∂
= ( ) (r Mu (x, r, t))
r ∂r ∂r
∂ 2 1 ∂ k−1 2k−1
= ( ) (r Mu (x, r, t)) from induction
∂r2 r ∂r
∂2 x
= V (r, t)
∂r2
(b) Firstly, we show by induction that for any C k−1 function φ(r)
k−1
X
−1 k−1 2k−1
(r ∂r ) (r φ(r)) = akj rj+1 ∂rj φ(r)
j=0

2
Induction
Basic step k = 1, RHS = rφ(r) = a10 rφ(r) = LHS.
Assume that the equation holds for k. We prove for k + 1,

(r−1 ∂r )k (r2k+1 φ) = (r−1 ∂r )k−1 (r−1 ∂r )(r2k+1 φ)

= (r−1 ∂r )k−1 (2k + 1)r2k−1 φ + r2k ∂r φ

k−1
X
= (2k + 1) akj rj+1 ∂rj φ + (r−1 ∂r )k−1 (r2k ∂r φ)
j=0
k
X
= ak+1
j rj+1 ∂rj φ.
j=0

Secondly, noting Gx (0) = H x (0) = 0, because we have that

k−1
x 1 ∂ k−1 2k−1 X ∂j
V (r, t) = ( ) (r Mu (r, t)) = akj rj+1 Mu (x, r, t). (1)
r ∂r j=0
∂r

Then,
c−rt
Gx (r + ct) + Gx (r − ct)
Z
x 1
V (r, t) = + H x (y)dy (2)
2 2c c+rt

Divide both side by rcn = rak0 , and let r → 0, then the all terms vanishes except the first
one. So we have u(x, t) = limr→0 Mu (x, r, t) = c1n (∂t Gx (ct) + H x (ct)), then by (41), we have
  n−3 Z !   n−3 Z
1 ∂ 1∂ 2
n−2 1 1∂ 2
n−2
u(x, t) = t g(x + ctξ)dSξ + t g(x+ctξ)dSξ
cn wn ∂t t ∂t |ξ|=1 cn wn t ∂t |ξ|=1

Exercise 3.3.1
Let Ω be a smooth, bounded domain in Rn . For a C 2 solution u(x, t) of the wave equation
utt = c2 ∆u for x ∈ Ω, t > 0, define energy E(t) as in (43). If u(x, t) satisfies zero boundary
conditions. Show that E(t) is constant.

Proof. Take derivative of E(t) with respect to t, we have

Z
dE(t)
= (ut utt + c2 ∇u · ∇ut )dx
dt Ω

Then by Green’s Identity,

Z Z
∂u
v dS = (v∆u + ∇v · ∇u) dx
∂Ω ∂ν Ω

Take v = ut , then we know that

Z Z Z
∂u
∇u · ∇ut dx = ut dS − ut ∆u dx.
Ω ∂Ω ∂ν Ω

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Since the boundary Rcondition is either u(x, t) = 0 on ∂Ω, which implies that ut |∂Ω = 0, or
∂u
∂ν
= 0 on ∂Ω, then ∂Ω ut ∂u
∂ν
dS = 0.
Thus Z
dE(t)
= (ut utt − c2 ut ∆u)dx = 0
dt R n

Thus E(t) is constant.

Exercise 3.3.2 Show the uniqueness of solution for utt = ∆u+f (x, t) either for Dirichlet
or Neumann boundary condition.

Proof. Suppose that u1 and u2 are two solutions of utt = ∆u + f (x, t) with either Dirichlet or
Neumann boundary condition and the same initial data. Put w = u1 −u2 , then we know that
w satisfies wtt = ∆w with either zero Dirichlet or zero Neumann boundary conditions. Hence
E(0) = 0. Then from Ex.1, E(t) = E(0) = 0 is constant, which implies w(x, t) = constant.
But w(x, t) = 0 implies w(x, t) = 0, so the solution is unique.
Exercise 3.3.4 Consider the equation utt = c2 ∆u − q(x)u, where q(x) is nonnegative.
(a)Define an appropriate notion of energy for solutions.
(b)Verify the corresponding energy inequality.
(c)Prove that the solution are uniquely determined by their Cauchy data.
|ut |2 + c2 |∇u|2 + q(x)u2 dx.
R

Proof. (a)The Energy can be defined as E(t) =
(b)The inequality is given by

Ex0 ,t0 (τ ) ≤ Ex0 ,t0 (0) f or 0 ≤ τ ≤ t0

As in page 93, Define

V~ = 2c2 ut ux1 , · · · , 2c2 ut uxn , −(|ut |2 + c2 |∇u|2 + q(x)u2 )



we calculate the divergence in (x, t), we find

∇ · V~ = 2c2 (utx1 ux1 + ut ux1 x1 + · · · utxn uxn + ut uxn xn )

−2c2 (utx1 ux1 + · · · + utxn uxn ) − 2ut utt − q(x)2uut = 0

The divergence theorem therefore implies

Z
V~ · νdS = 0
∂Ωr

Now, on Cτ the following inequality holds:

c 1
2ut (ux1 ν1 + · · · + uxn νn ) ≤ √ |∇u|2 + √ u2t
1+c 2 c 1+c 2

Then, since νn+1 > 0,

V~ · ν = 2c2 ut (ux1 ν1 + · · · + uxn νn ) − c2 |∇u|2 + u2t + q(x)u2 νn+1 ≤ 0

4
 V~ · νdS ≤ 0. Then we have
R
so in particular Cτ
Z Z
2
2
u2t νn+1 2
c2 |∇u|2 + u2t νn+1 + q(x)u2 |t=τ dx.



0≤ c |∇u| + + q(x)u |t=0 dx −
B0 Bτ

(c) From part (b), we have Ex0 ,t0 (τ ) ≤ Ex0 ,t0 (0). Similar to 3.3.2, we know w = u1 − u2 =
0. So the solutions are uniquely determined by their Cauchy data.